Random coefficient state-space model : estimation and performance in M3-M4 competitions
Year of publication: |
2022
|
---|---|
Authors: | Sbrana, Giacomo ; Silvestrini, Andrea |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 38.2022, 1, p. 352-366
|
Subject: | Approximate maximum likelihood | Forecast competitions | Forecasting | Kalman gain | Random coefficient state-space model | Zustandsraummodell | State space model | Prognoseverfahren | Forecasting model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory |
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